Simplex

Simplex Method
Method
• The Simplex Method is an iterative technique
that begins with a feasible solution that is
not optimal, through algebraic manipulation,
the solution is improved until no further
improvement is possible.
• Advantages and Characteristics
–More realistic approach as it is not limited to
problems with two decision variables
–Systematically examines basic feasible solutions
for an optimal solution.
 Simplex
Simplex Procedure
Procedure for
for aa Maximization
Maximization
Problem
Problem
1. Standardization of the constraints. Add a slack
variable to the left side, thereby making it an equality.
2. Develop the initial tableau.
a) List the variables across the top of the table and
write the objective function coefficient of each
variable just above it.
b) There should be one row in the body of the table
for each constraint. List slack variables in the
basis column, one per row.
c) In the C column, enter the objective function
coefficient of 0 for each slack variable.
d) Compute values for row Z.
e) Compute values for row C – Z.
 Simplex
Simplex Procedure
Procedure for
for aa Maximization
Maximization
Problem
Problem (cont’d)
(cont’d)
• Subsequent Tableaus
 Identify the variable with the largest positive value in row C – Z.
This variable will come into solution next.
 Using the constraint coefficients in the entering variable’s
column, divide each one into the corresponding Quantity
column value. The smallest nonnegative ratio that results
indicates which variable will leave the solution mix.
 Compute replacement values for the leaving variable: Divide
each element in the row by the row element that is in the
entering variable column. These are the pivot row values for the
next tableau. Enter them in the same row as the leaving
variable and label the row with the name of the entering
variable. Write the entering variable’s objective function
coefficient next to it in column C.
 Simplex
Simplex Procedure
Procedure for
for aa Maximization
Maximization
Problem
Problem (cont’d)
(cont’d)
• Subsequent Tableaus (cont’d)
4. Compute values for each of the other constraint equations:
1. Multiply each of the pivot row values by the number in the entering variable
column of the row being transformed (e.g., for the first row, use the first
number in the entering variable’s column; for the third row, use the third
number in the entering variable’s column).
2. Then subtract the resulting equation from the current equation for that row
and enter the results in the same row of the next tableau.
5. Compute values for row Z: For each column, multiply each row
coefficient by the row value in column C and then add the results. Enter
these in the tableau.
6. 6. Compute values for row C – Z: For each column, subtract the value
in row Z from the objective function coefficient listed in row C at the top
of the tableau.
 Simplex
Simplex Procedure
Procedure for
for aa Maximization
Maximization
Problem
Problem (cont’d)
(cont’d)
• Subsequent Tableaus (cont’d)
6. Examine the values in the bottom row. If all values are zero or
negative, the optimal solution has been reached. The variables that
comprise the solution are listed in the basis column and their optimal
values can be read in the corresponding rows of the quantity column.
The optimal value of the objective function will appear in row Z in the
Quantity column.
7. If the solution is not optimal, repeat steps 1–7 of this section until the
optimal solution has been attained.
Developing
Developing the
the Initial
Initial Simplex
Simplex Tableau
Tableau
• Notation used in the simplex tableau:
Table
Table Developing
Developing the
the initial
initial simplex
simplex table
table
Table
Table Completed
Completed Initial
Initial Tableau
Tableau for
for the
the Server
Server Problem
Problem

A simplex solution in a maximization problem is optimal if the

C–Z row consists entirely of zeros and negative numbers (i.e.,
there are no positive values in the bottom row). When this has
been achieved, there is no opportunity for improving the
solution.
Table
Table Determining
Determiningthe
theEntering
Enteringand
andExiting
ExitingVariables
Variables

Select the leaving variable as the one that has the smallest
nonnegative ratio of quantity divided by substitution rate.
Table
Table Starting
Startingthe
theSecond
SecondTableau
Tableau

Table
Table Initial
InitialTableau
Tableau
Table
Table The
ThePivot
PivotRow
Rowofofthe
theSecond
SecondTableau
Tableau

Table
Table Revised
RevisedFirst
FirstRow
Rowand
andPivot
PivotRow
Rowofofthe
theSecond
SecondTableau
Tableau
Table
Table Partially
PartiallyCompleted
CompletedSecond
SecondTableau
Tableau
Table
Table Completed
CompletedSecond
SecondTableau
Tableau

Interpreting the Second Tableau

At this point, variables s1, x1, and s3 are in solution. Not
only are they listed in the basis, they also have a 0 in row C
– Z. The solution at this point is s1 = 56, x1 = 11, and s3 = 6.
Note, too, that x2 and s2 are not in solution. Hence, they are
each equal to zero. The profit at this point is 660, which is
read in the Quantity column in row Z. Also, note that each
variable in solution has a unit vector in its column.
Table
Table Determining
Determiningthe
theExiting
ExitingVariable
Variable
Table
Table Pivot
PivotRow
RowValues
Valuesfor
forthe
theThird
ThirdTableau
Tableau

Table
Table Partially
PartiallyCompleted
CompletedThird
ThirdTableau
Tableau
 Table
Table Completed
CompletedThird
ThirdTableau
Tableau

Interpreting the Third Tableau

In this tableau, all of the values in the bottom row are either
negative or zero, indicating that no additional potential for
improvement exists. Hence, this tableau contains the
optimal simplex solution, which is
s1 = 24
x1 = 9
x2 = 4
 Maximization
MaximizationWith
WithMixed
MixedConstraints
Constraintsand
and
Minimization
MinimizationProblem
Problem

In dealing with problems that have mixed constraints, some

combination of slack, surplus and artificial variables will be
called for.
Artificial variables are added to equality constraints.
In ≥ constraint, we should subtract a surplus variable and add
artificial variable.
Surplus variables are assigned a coefficient of zero in the
objective function. Artificial Variables are assigned a very
large negative value (- M) in maximization problems and a
very large positive value (+ M) in minimization problems.
 Example
Example
3X1 + 4X2 = 40
3X1 + 4X2 + A1 = 40
5X1 + 3X2 ≥ 100
5X1 + 3X2 – S1 + A1 = 100
Maximize: 20X1 + 10X2 + 0S1 + 0S2 – MA2
What types of constraint functions are involved?
Two constraints: the first one is ≤ constraint and the
second is ≥ constraint
Minimize: 4X1 + 3X2 + 0S1 + 0S2 + MA3
What types of constraint functions are involved?
Three constraints: the first and the second are ≤
constraint and the third one is = constraint
Example
Example::Solve
Solvethis
thismaximization
maximizationproblem
problemusing
usingthe
thesimplex
simplex
approach
approach
Table
Table Initial
InitialTableau
Tableau
Table
Table The
TheSecond
SecondTableau
Tableau
Table
Table The
TheThird
ThirdTableau
Tableau
Table
Table The
TheFinal
FinalTableau
Tableau
Example:
Example:Solve
Solvethis
thisMinimization
MinimizationProblem
ProblemUsing
Usingthe
theSimplex
SimplexMethod
Method
Table
Table Initial
InitialTableau
Tableau
Table
Table Second
SecondTableau
Tableau
Table
Table Third
ThirdTableau
Tableau
Some
Some Special
Special Issues
Issues

• Unbounded Solutions
– A solution is unbounded if the objective function can be
improved without limit.
– An unbounded solution will exist if there are no positive
values in the pivot column.
• Degeneracy
– A conditions that occurs when there is a tie for the
lowest nonnegative ratio which, theoretically, makes it
possible for subsequent solutions to cycle (i.e., to return
to previous solutions).
Table
Table Second
SecondTableau
Tableau
Some
Some Special
Special Issues
Issues (cont’d)
(cont’d)
• Multiple Optimal Solutions
– Occur when the same maximum value of the objective
function might be possible with a number of different
combinations of values of the decision variables because
the objective function is parallel to a binding constraint.
Table
Table Final
FinalTableau
Tableaufor
forModified
ModifiedServer
ServerProblem
Problemwith
withan
an
Alternative
AlternativeOptimal
OptimalSolution
Solution
Table
Table The
TheAlternate
AlternateOptimal
OptimalSolution
Solutionfor
forthe
theModified
Modified
Server
ServerProblem
Problem
Some
Some Special
Special Issues
Issues (cont’d)
(cont’d)

• Infeasibility
– A problem in which no combination of decision and
slack/surplus variables will simultaneously satisfy all
constraints.
– Can be the result of an error in formulating a problem or
it can be because the existing set of constraints is too
restrictive to permit a solution.
– Recognized by the presence of an artificial variable in a
solution that appears optimal (i.e., a tableau in which the
signs of the values in row C – Z indicate optimality), and it
has a nonzero quantity.
Table
Table Simplex
SimplexTableaus
Tableausfor
forInfeasibility
InfeasibilityProblem
Problem